SDE with oblique reflection on domains defined by multiple constraints

Myriam Fradon

Published 2011-12-14Version 1

We present simple assumptions on the constraints defining a hard core dynamics for the associated reflected stochastic differential equation to have a unique strong solution. Time-reversibility is proven for gradient systems with normal reflection, or oblique reflection with a fixed oblicity matrix. An application is given concerning the clustering at equilibrium of particles around a large attractive sphere.